I prefer rapidleech. It is the same kind of software that is used to run mydownloader.net - You get thousands of sites that provide you with free access to their rapidleech install. Just google it. eg http://rlindex.net/ Otherwise, download it from here http://www.rapidleech.com/ and install it on your own webhosting server. Be forewarned that not all hosts allows these kind of scripts to be installed.
It is awesome to see some files coming down to your server at 100mbps+ speeds. You can then download your lil file from your hopefully-not-taxed server at maximum speeds.